FJTSY vs. CHAT
FJTSY (Fujitsu Ltd ADR) is a stock, while CHAT (Roundhill Generative AI & Technology ETF) is Technology Equities fund actively managed by Roundhill. Over the past 3 years, FJTSY returned 15.66%/yr vs 53.04%/yr for CHAT. At a 0.28 correlation, their price movements are largely independent.
Performance
FJTSY vs. CHAT - Performance Comparison
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Returns By Period
In the year-to-date period, FJTSY achieves a -28.65% return, which is significantly lower than CHAT's 65.84% return.
FJTSY
- 1D
- -2.70%
- 1M
- -7.69%
- YTD
- -28.65%
- 6M
- -28.91%
- 1Y
- -15.65%
- 3Y*
- 15.66%
- 5Y*
- 1.45%
- 10Y*
- 18.79%
CHAT
- 1D
- 2.11%
- 1M
- 3.82%
- YTD
- 65.84%
- 6M
- 64.65%
- 1Y
- 110.84%
- 3Y*
- 53.04%
- 5Y*
- —
- 10Y*
- —
FJTSY vs. CHAT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
FJTSY Fujitsu Ltd ADR | -28.65% | 55.98% | 17.49% | 13.28% |
CHAT Roundhill Generative AI & Technology ETF | 65.84% | 49.85% | 30.98% | 21.04% |
Correlation
The correlation between FJTSY and CHAT is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.28 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.27 |
Correlation (All Time) Calculated using the full available price history since May 18, 2023 | 0.28 |
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Return for Risk
FJTSY vs. CHAT — Risk / Return Rank
FJTSY
CHAT
FJTSY vs. CHAT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fujitsu Ltd ADR (FJTSY) and Roundhill Generative AI & Technology ETF (CHAT). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| FJTSY | CHAT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.57 | ||
| Sortino ratioReturn per unit of downside risk | -3.69 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.48 | -0.51 |
| Calmar ratioReturn relative to maximum drawdown | -0.47 | 6.85 | -7.31 |
| Martin ratioReturn relative to average drawdown | -0.96 | 18.87 | -19.83 |
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Drawdowns
FJTSY vs. CHAT - Drawdown Comparison
The maximum FJTSY drawdown since its inception was -62.04%, which is greater than CHAT's maximum drawdown of -31.34%. Use the drawdown chart below to compare losses from any high point for FJTSY and CHAT.
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Drawdown Indicators
| FJTSY | CHAT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.04% | -31.34% | -30.70% |
Max Drawdown (1Y)Largest decline over 1 year | -33.59% | -16.28% | -17.31% |
Max Drawdown (3Y)Largest decline over 3 years | -33.59% | -31.34% | -2.25% |
Max Drawdown (5Y)Largest decline over 5 years | -47.55% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -47.55% | — | — |
Current DrawdownCurrent decline from peak | -33.07% | -6.04% | -27.03% |
Average DrawdownAverage peak-to-trough decline | -22.76% | -5.39% | -17.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.40% | 5.89% | +10.51% |
Volatility
FJTSY vs. CHAT - Volatility Comparison
The current volatility for Fujitsu Ltd ADR (FJTSY) is 14.87%, while Roundhill Generative AI & Technology ETF (CHAT) has a volatility of 18.80%. This indicates that FJTSY experiences smaller price fluctuations and is considered to be less risky than CHAT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FJTSY | CHAT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.87% | 18.80% | -3.93% |
Volatility (6M)Calculated over the trailing 6-month period | 35.25% | 29.53% | +5.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 43.55% | 34.79% | +8.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.91% | 31.21% | +2.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.74% | 31.21% | +0.53% |
Dividends
FJTSY vs. CHAT - Dividend Comparison
FJTSY has not paid dividends to shareholders, while CHAT's dividend yield for the trailing twelve months is around 1.72%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CHAT Roundhill Generative AI & Technology ETF | 1.72% | 2.85% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FJTSY Fujitsu Ltd ADR | 0.00% | 0.36% | 0.53% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.63% | 1.30% | 1.30% |
Frequently Asked Questions
FJTSY and CHAT have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CHAT has higher volatility (18.80%) compared to FJTSY (14.87%). In terms of maximum drawdown, FJTSY dropped -62.04% vs CHAT's -31.34%.
CHAT currently has the higher Sharpe Ratio (3.20 vs -0.36), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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